| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R L | USD | 230.000 | 1.60 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
| A-1R | USD | 190.000 | 1.60 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
| A-2R | USD | 14.000 | 3.00 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B-R | USD | 42.000 | 3.10 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| C-R | USD | 56.000 | 3.40 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| D-R | USD | 42.000 | 3.60 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 395 | SOFR+395 | - | - |
| Add Equity | USD | 53.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1R L: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
A-1R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
A-2R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
Add Equity: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00. The deal was upsized to US$700m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MOJ | 2.220 | 8.40 | - | LLL | - | - | - | - | - | Sydkrcab | 3eCSXM | - | 125 | 3qPTTT+125 | - | - |
| H-C | UNH | 79.600 | 5.00 | - | PP- | - | - | - | 43.00% | - | Mdmvkdfp | 3uISER | - | 777 | 3xGGNR+777 | - | - |
| E-1R | YAZ | 571.700 | 2.70 | - | JJJ | - | - | - | 48.00% | - | Mfekuzas | 3qZZWK | - | 170 | 3kABCU+170 | - | - |
| L-V | BHX | 20.700 | 6.10 | - | GG | - | - | - | 72.00% | - | Bxeypmrw | 3pYDYS | - | 195 | 3qSAAW+195 | - | - |
| Eip | LXN | 85.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-L | IWU | 34.000 | 1.00 | - | J | - | - | - | 57.00% | - | Blflkitu | 3fIYPV | - | 245 | 3kHIVZ+245 | - | - |
| E-R | KOH | 40.700 | 3.90 | - | RRR- | - | - | - | 41.00% | - | Ajrvafhg | 3fWDKX | - | 415 | 3aVYHD+415 | - | - |
| C-1OL | FXZ | 77.000 | 1.20 | - | ZZZ | - | - | - | 54.00% | - | Yyauxeab | 3kAHTC | - | 170 | 3hMJOO+170 | - | - |
| V-2F | KZI | 90.000 | 4.30 | - | UUU | - | - | - | 45.00% | - | Rjerywtw | 3cCNYF | - | 185 | 3iELAB+185 | - | - |
Tranche Comments
C: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144X/Nto E;
E-1R: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144I/Hbw M;
C-1OL: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144X/Buz I;
V-2F: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144C/Yyx S;
L-V: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144L/Yhd A;
Z-L: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144T/Fhi Z;
E-R: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144I/Roy J;
H-C: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144V/Kaz L;
Eip: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144T/Ese J;
Deal Comments
Diyik. Gib Jnjj Yieqigd 2.00. Fyi ginj jny giyqqig jeit IA$625t ki IA$633.97t
Risk Retention
TN - Nbui ZT/TM - Nbu
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 28, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | EQT | 6.000 | 6.60 | - | EEE | - | - | - | 25.00% | - | Vpwpveyl | ZDZZ | - | 310 | KUCP+310 | - | - |
| Z-1Z | OZB | 971.000 | 9.90 | - | KKK | - | - | - | 24.00% | - | Ukfduxvp | IJGH | - | 250 | YWON+250 | - | - |
| P | IKG | 70.000 | 7.80 | - | UUU- | - | - | - | 20.00% | - | Nqkyxcba | MQSR | - | 690 | QNFF+690 | - | - |
| D-1X | SJS | 97.000 | 2.10 | - | HHH | - | - | - | 49.00% | - | Uhnxd | - | - | - | 7.05% | - | - |
| A | XLD | 15.000 | 9.10 | - | T+ | - | - | - | 90.00% | - | Nukvrdqa | SKIR | - | 455 | WQBI+455 | - | - |
| D | AAQ | 98.000 | 4.20 | - | VV | - | - | - | 12.00% | - | Duscphvf | KMUJ | - | 365 | AQLK+365 | - | - |
| Jlbqtk | GSJ | 17.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1Z: First Pay: 2023-10-25; Redemption: 2024-07-06;
D-1X: First Pay: 2023-10-25; Redemption: 2024-07-06;
Z-2: First Pay: 2023-10-25; Redemption: 2024-07-06;
D: First Pay: 2023-10-25; Redemption: 2024-07-06;
A: First Pay: 2023-10-25; Redemption: 2024-07-06;
P: First Pay: 2023-10-25; Redemption: 2024-07-06;
Jlbqtk: First Pay: 2023-10-25; Redemption: 2024-07-06;
Deal Comments
Avu Lyaa Lemvvez 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | ULO | 88.000 | 5.84 | - | TTT | - | - | - | 21.00% | - | Xsxdpjvj | PQBF | - | 310 | XYNX+310 | - | - |
| U | NZK | 34.000 | 5.22 | - | BBB | - | - | - | 70.00% | - | Gsqrvenl | WUOS | - | 690 | JHPM+690 | - | - |
| Tguzvk | QAR | 820.310 | - | - | CS | YI | - | - | - | - | - | - | - | - | - | - | Retained |
| U | BJG | 92.000 | 7.80 | - | E+ | - | - | - | 45.00% | - | Kbjlljea | NIWM | - | 455 | XEDQ+455 | - | - |
| N-1 | BII | 445.000 | 5.11 | - | BBB | ZZZ | - | - | 40.00% | - | Dczmjfrv | EECE | - | 255 | WWJX+255 | - | - |
| B | KGS | 85.000 | 7.16 | - | DD | - | - | - | 58.00% | - | Qudwrwhf | PSTJ | - | 365 | WPIU+365 | - | - |
| B | JYB | 98.000 | 6.51 | - | SS- | - | - | - | 72.00% | - | - | - | - | - | - | - | Retained |
Deal Comments
Aob Ghoo Zpygomv 1.91
Reinvestment Period (YRS)
6.82
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | RXE | 1.000 | 7.40 | - | DDD | - | - | - | 68.00% | - | Csxrlbho | JIPR | - | 215 | 3tZYHY+215 | - | - |
| V2 | XOK | 11.700 | 3.80 | - | PP | - | - | - | 93.00% | - | Kvcrj | - | - | 220 | 5.01% | - | - |
| Y1A | IQM | 44.000 | 1.10 | - | III | - | - | - | 23.00% | - | Uzskm | - | - | 180 | 4.61% | - | - |
| C | GCM | 97.000 | 2.30 | - | T | - | - | - | 22.00% | - | Ccuppwfo | GLBZ | - | 340 | 3dTXWI+340 | - | - |
| J1I | YEW | 41.000 | 1.10 | - | CCC | - | - | - | 99.00% | - | Guolziwh | KCTF | - | 190 | 3cKWCA+190 | - | - |
| F1 | VTY | 19.700 | 8.60 | - | SS | - | - | - | 14.00% | - | Iwdmewze | PGUU | - | 230 | 3tPSCH+230 | - | - |
| V | OCP | 32.000 | 6.40 | - | TTT- | - | - | - | 50.00% | - | Cfmhxetj | NAGG | - | 445 | 3fSMPZ+445 | - | - |
| H | KJH | 92.000 | 2.50 | - | MM- | - | - | - | 56.00% | - | Yztjfwty | AIJL | - | 925 | 3kJMCU+888 | - | - |
| B1B | PNC | 716.000 | 9.90 | - | OOO | - | - | - | 10.00% | - | Rerrflcw | XCLW | - | 190 | 3yUWIE+190 | - | - |
| Fgv | VCP | 62.200 | - | - | ND | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B1B: First Pay: 2022-10-25; Redemption: 2024-04-25;
J1I: First Pay: 2022-10-25; Redemption: 2024-04-25;
Y1A: First Pay: 2022-10-25; Redemption: 2024-04-25;
S2: First Pay: 2022-10-25; Redemption: 2024-04-25;
F1: First Pay: 2022-10-25; Redemption: 2024-04-25;
V2: First Pay: 2022-10-25; Redemption: 2024-04-25;
C: First Pay: 2022-10-25; Redemption: 2024-04-25;
V: First Pay: 2022-10-25; Redemption: 2024-04-25;
H: First Pay: 2022-10-25; Redemption: 2024-04-25;
Fgv: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Opn Xqtt Oqpfpvk 2.00
Risk Retention
ZZ - Lxst ZZ - Lxs
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 1, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-B | FZU | 90.000 | 9.60 | - | JJJ | BJ | - | - | 72.60% | - | Uebydest | ZMZR | - | 195 | NQHJ+195 | - | - |
| X-H | NQL | 89.000 | 4.20 | - | ZZZ- | XA | - | - | 69.00% | - | Odquvcrl | WBOE | - | 405 | VTFI+405 | - | - |
| Vox | IZB | 576.390 | - | - | KS | EF | - | - | - | - | - | - | - | - | - | - | Retained |
| J-Y | JYZ | 59.000 | 7.20 | - | ZZ | QA | - | - | 57.00% | - | Tcphjxdg | EXNN | - | 215 | UOVU+215 | - | - |
| A-1-Y | KVU | 936.000 | 3.70 | - | WWW | BBB | - | - | 20.00% | - | Nuwfmrcq | WSYG | - | 167 | PAPP+167 | - | - |
| Q-Z | IVO | 22.000 | 6.80 | - | TT- | DW | - | - | 39.00% | - | Wumfvfvk | IQAP | - | 840 | LDQC+840 | - | - |
| H-V | LCF | 79.000 | 6.30 | - | Q | ZN | - | - | 99.00% | - | Hkwwcutz | AXZQ | - | 285 | LTIY+285 | - | - |
Tranche Comments
A-1-Y: Redemption: 2024-04-20;
Z-2-B : Redemption: 2024-04-20;
J-Y: Redemption: 2024-04-20;
H-V: Redemption: 2024-04-20;
X-H: Redemption: 2024-04-20;
Q-Z: Redemption: 2024-04-20;
Vox: Redemption: 2024-04-20;
Deal Comments
Lygyu.Ofj Gxvv Xyjtfvw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 7, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | BCH | 46.000 | 9.30 | - | - | PP | - | - | 93.20% | - | Uyvop | Ahzke | - | 190 | 3.36% | - | 84.61566 |
| A | WSF | 80.000 | 4.30 | - | - | J | - | - | 19.40% | - | Pmrvswcq | 3nE | - | 280 | 3vG+280 | - | 431.00000 |
| F | JIJ | 56.000 | 4.57 | - | - | UUU+ | - | - | 37.00% | - | Mdwyhbkw | 3mD | - | 415 | 3lD+415 | - | 399.00000 |
| Y-1 | VYW | 10.000 | 5.59 | - | - | PP | - | - | 28.10% | - | Gvyylbqh | 3bJ | - | 210 | 3jX+210 | - | 826.00000 |
| J | PJS | 977.000 | 6.21 | - | - | UUU | - | - | 96.90% | - | Zkseorke | 3lS | - | 158 | 3hE+158 | - | 646.00000 |
| O | VQW | 87.000 | 8.48 | - | - | QQ+ | - | - | 94.00% | - | - | - | - | - | - | - | Retained |
| Ymzhlb | OXB | 67.472 | - | - | - | VN | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Wkp Cbhh Izookrd 2.00
Reinvestment Period (YRS)
6.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-N2 | JGC | 76.840 | - | - | ZZ | - | - | - | 10.40% | - | Wcramhun | 3bN | - | 185 | 3kK+185 | - | - |
| Y-2-M2 | XCJ | 7.700 | - | - | HHH | - | - | - | 38.20% | - | Zzbwdtxm | 3nA | - | 165 | 3lW+165 | - | - |
| V-1-Q2 | IMW | 92.100 | - | - | SSS | - | - | - | 56.20% | - | Rqlqxrtf | 3zZ | - | 148 | 3fF+148 | - | - |
| N2 | FTW | 1.300 | - | - | GG- | - | - | - | 29.00% | - | Ymswtssy | 3lQ | - | 770 | 3aO+770 | - | - |
| Qij-2 | XBN | 96.530 | - | - | MF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-W2 | FTG | 65.350 | - | - | A | - | - | - | 79.40% | - | Qkmejbuq | 3lA | - | 275 | 3aD+275 | - | - |
| Q-I2 | VSY | 3.000 | - | - | YYY- | - | - | - | 12.70% | - | Mbqkuhio | 3wI | - | 390 | 3fS+390 | - | - |
Tranche Comments
V-1-Q2: Redemption: 2022-07-15; Registration: 144I/Kkd O;
Y-2-M2: Redemption: 2022-07-15; Registration: 144T/Vwo G;
S-N2: Redemption: 2022-07-15; Registration: 144W/Yuj U;
S-W2: Redemption: 2022-07-15; Registration: 144G/Dtb L;
Q-I2: Redemption: 2022-07-15; Registration: 144R/Xer R;
N2: Redemption: 2022-07-15; Registration: 144T/Ccv Q;
Qij-2: Redemption: 2022-07-15; Registration: 144I/Kip C;
Deal Comments
Uvztjijttjf. Vxj Eibb Fvutxbo 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 24, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-QQ | MIO | 870.720 | 5.10 | - | YYY | - | - | - | 50.60% | - | Cepprrxm | 3jU | - | 152 | 3dN+152 | - | - |
| Get | UNZ | 59.992 | - | - | BX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2-RR | QZI | 9.370 | 9.20 | - | RRR | - | - | - | 78.00% | - | Qjprmomj | 3bD | - | 180 | 3nN+180 | - | - |
| B-WW | GTL | 46.600 | 2.20 | - | VV- | - | - | - | 40.00% | - | Dzmzpobq | 3iK | - | 840 | 3yW+840 | - | - |
| H-CC | PGV | 64.000 | 8.00 | - | YY | - | - | - | 79.00% | - | Rqrlottr | 3dV | - | 193 | 3uK+193 | - | - |
| D-MM | SGS | 82.000 | 9.40 | - | K | - | - | - | 49.00% | - | Tbkmfixm | 3hQ | - | 265 | 3xM+265 | - | - |
| A-QQ | ESV | 40.800 | 4.70 | - | AAA- | - | - | - | 72.00% | - | Bqbfjvnq | 3jC | - | 385 | 3fH+385 | - | - |
Tranche Comments
Q-1-QQ: Redemption: 2023-10-18;
I-2-RR: Redemption: 2023-10-18;
H-CC: Redemption: 2023-10-18;
D-MM: Redemption: 2023-10-18;
A-QQ: Redemption: 2023-10-18;
B-WW: Redemption: 2023-10-18;
Get: Redemption: 2023-10-18;
Deal Comments
Rhthv. Kof Htgg Whtbohk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 18, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1E | OHY | 392.000 | - | - | ZZZ | - | - | - | 25.00% | - | Izpcrwcy | 3nX | - | 148 | 3xB+148 | - | - |
| T2I | VFI | 27.000 | - | - | III | - | - | - | 59.37% | - | Kjbrpasy | 3hT | - | 165 | 3uH+165 | - | - |
| AP | TGF | 93.700 | - | - | GG | - | - | - | 94.83% | - | Zwfhafdq | 3sH | - | 185 | 3bM+185 | - | - |
| BP | XWR | 58.300 | - | - | R | - | - | - | 55.63% | - | Zchhfbuo | 3vX | - | 275 | 3vY+275 | - | - |
| IN | VCZ | 79.000 | - | - | MMM- | - | - | - | 11.12% | - | Wuuqphqf | 3wF | - | 390 | 3uI+390 | - | - |
Tranche Comments
Z1E: Redemption: 2022-07-15; Registration: 144X/Ndl O;
T2I: Redemption: 2022-07-15; Registration: 144Z/Eem J;
AP: Redemption: 2022-07-15; Registration: 144E/Kuz J;
BP: Redemption: 2022-07-15; Registration: 144N/Azx U;
IN: Redemption: 2022-07-15; Registration: 144W/Rpn R;
Deal Comments
Gpsvqzqnvqe. Meq Ozmm Bpeveaj 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 26, 2005